Fri, 10 Aug 2018

A brand new release of RQuantLib, now at version 0.4.5, just arrived on CRAN, and will get to Debian shortly. This release re-enables Windows builds thanks to a PR by Jeroen who now supplies a QuantLib library build in his rwinlib repositories. (Sadly, though, it is already one QuantLib release behind, so it would be awesome if a volunteer could step forward to help Jeroen keeping this current.) A few other smaller fixes were made, see below for more.

The complete set of changes is listed below:

Changes in RQuantLib version 0.4.5 (2018-08-10)

Changes in RQuantLib code:

The old rquantlib.h header is deprecated and moved to a subdirectory. (Some OS confuse it with RQuantLib.h which Rcpp Attributes like to be the same name as the package.) (Dirk in #100 addressing #99).

The files in src/ now include rquantlib_internal.h directly.

Several ‘unused variable’ warnings have been taken care of.

The Windows build has been updated, and now uses an external QuantLib library from 'rwinlib' (Jeroen Ooms in #105).

Three curve-building example are no longer running by default as win32 has seen some numerical issues.